The board boots normally, but I can't import the module that was usually available on the esp8266-20170108-v1.8.7.bin.
The line in question is: from umqtt.simple import MQTTClient
Fails with: ImportError: no module named 'umqtt'

Is micropython-lib by default included in every build of micropython or is this defined by some configurations prior the build?

If you want to include a module in the firmware, you have to copy that into the modules subdirectory of the specific port before running 'make'. You will also find already some other modules there. In the ESP32 port you have already umqtt.